#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL;
using Cephei.QL.Termstructures;
using Cephei.QL.Times;
namespace Cephei.QL.Cashflows
{
     // <summary> 
	// ! \todo add tests
	// </summary>
    [Guid ("9356C24C-5568-42fa-8105-099CAE238879"),ComVisible(true)]
	public interface ICashFlows 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double AccruedAmount(Cephei.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        
		 Double AtmRate(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure discountCurve, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate, Microsoft.FSharp.Core.FSharpOption<Double> npv);
        
		 Double BasisPointValue(Cephei.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double BasisPointValue(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double Bps(Cephei.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double Bps(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double Bps(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure discountCurve, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 DateTime MaturityDate(Cephei.IVector<Cephei.QL.ICashFlow> leg);
        // <summary> 
		// Date inspectors
		// </summary>
		 DateTime StartDate(Cephei.IVector<Cephei.QL.ICashFlow> leg);
        
		 Double Convexity(Cephei.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double Convexity(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double Duration(Cephei.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, QL.Cashflows.Duration.TypeEnum type, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double Duration(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, QL.Cashflows.Duration.TypeEnum type, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Boolean IsExpired(Cephei.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        
		 Double NextCashFlowAmount(Cephei.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        
		 DateTime NextCashFlowDate(Cephei.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        
		 Double NextCouponRate(Cephei.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        
		 Double Npv(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure prm1, Double zSpread, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double Npv(Cephei.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        // <summary> 
		// anonymous namespace ends here
		// </summary>
		 Double Npv(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        // <summary> 
		// anonymous namespace ends here
		// </summary>
		 Double Npv(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure discountCurve, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double PreviousCashFlowAmount(Cephei.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        
		 DateTime PreviousCashFlowDate(Cephei.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        // <summary> 
		// anonymous namespace ends here
		// </summary>
		 Double PreviousCouponRate(Cephei.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        
		 Double Yield(Cephei.IVector<Cephei.QL.ICashFlow> leg, Double npv, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate, Microsoft.FSharp.Core.FSharpOption<Double> accuracy, Microsoft.FSharp.Core.FSharpOption<UInt64> maxIterations, Microsoft.FSharp.Core.FSharpOption<Double> guess);
        
		 Double YieldValueBasisPoint(Cephei.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double YieldValueBasisPoint(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        
		 Double ZSpread(Cephei.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure prm1, Double npv, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate, Microsoft.FSharp.Core.FSharpOption<Double> accuracy, Microsoft.FSharp.Core.FSharpOption<UInt64> maxIterations, Microsoft.FSharp.Core.FSharpOption<Double> guess);
    }

    // <summary> 
	// ! \todo add tests Factory
	// </summary>
   	[ComVisible(true)]
    public interface ICashFlows_Factory // : Collection_Factory<ICashFlows, ICell<ICashFlows>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

